Approximations of the nonlinear filter by periodic sampling and quantization

  • H. Korezlioglu
  • G. Mazziotto
Session 10 Filtering
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 62)


Exact filtering algorithms are given and approxination rates are computed for various approximations of the nonlinear filter via periodic sampling and quantization of the observation process.


Markov Process Stochastic Differential Equation Observation Process Nonlinear Filter Transition Semi 
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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • H. Korezlioglu
    • 1
    • 2
  • G. Mazziotto
    • 1
    • 2
  1. 1.Dpt Systèmes et CommunicationsE.N.S.T.Paris Cedex 13
  2. 2.PAA/TIM/MTI C.N.E.T.Issy Les Moulineaux

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